IHDG Options History — March 2022 In March 2022, IHDG traded between $39.53 and $43.61. ATM implied volatility averaged 41.7%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 17.5% (HV 20d: 24.2%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2022-03-04 : Largest IV spike — 55.6% change2022-03-07 : Highest IV Rank — 40.2%2022-03-07 : Largest Expected Move — 22.1%Monthly Statistics Metric Avg Min Max Open Close Price $42.03 $39.53 $43.61 $41.51 $43.00 ATM IV 41.7% 29.1% 77.0% 36.5% 36.8% Expected Move 11.7% 6.8% 22.1% 10.5% 7.5% HV 20d 24.2% 20.7% 26.5% 20.7% 22.9% HV 60d 19.3% 17.5% 20.4% 17.6% 20.4% IV Rank 18.4% 10.7% 40.2% 15.2% 15.4% IV Percentile 80.6% 50.0% 99.2% 78.2% 74.6% Term Structure -8.1% -17.7% -0.9% -17.7% -10.0% Skew 25d 7.2% -2.9% 22.5% 14.3% 1.5% Skew 10d 9.3% 0.7% 23.3% 12.0% 4.0% Call IV 25d 37.2% 19.2% 49.6% 33.0% 36.6% Put IV 25d 44.4% 30.2% 58.9% 47.4% 38.1% Bid-Ask Spread % 154.95 139.26 166.07 155.27 150.67 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-03-01 $41.51 $0.00 36.5% 10.5% 20.7% 15.2% 0.0% 14.3% -17.7% 0 0 0 0.00 155.27 N/A N/A 0 0 0 0 2022-03-02 $42.20 $0.00 43.6% 12.5% 21.5% 19.6% 0.0% 16.4% -5.9% 0 0 0 0.00 165.99 N/A N/A 0 0 0 0 2022-03-03 $41.48 $0.00 43.1% 12.3% 22.0% 19.3% 0.0% 6.9% -3.9% 0 0 0 0.00 158.71 N/A N/A 0 0 0 0 2022-03-04 $40.28 $0.00 67.0% 19.2% 22.6% 34.0% 0.0% 13.2% -5.3% 0 0 0 0.00 154.24 N/A N/A 0 0 0 0 2022-03-07 $39.53 $0.00 77.0% 22.1% 23.1% 40.2% 0.0% 22.5% -10.5% 0 0 0 0.00 161.95 N/A N/A 0 0 0 0 2022-03-08 $39.90 $0.00 41.6% 19.8% 23.6% 18.4% 0.0% 11.5% -11.2% 0 0 0 0.00 160.51 N/A N/A 0 0 0 0 2022-03-09 $41.14 $0.00 40.1% 16.6% 26.5% 17.4% 0.0% 16.8% -6.9% 0 0 0 0.00 156.06 N/A N/A 0 0 0 0 2022-03-10 $40.66 $0.00 34.2% 17.0% 25.3% 13.8% 0.0% 9.8% -4.2% 0 0 0 0.00 159.27 N/A N/A 0 0 0 0 2022-03-11 $40.57 $0.00 44.4% 20.7% 25.1% 20.1% 0.0% 9.2% -9.6% 0 0 0 0.00 166.07 N/A N/A 0 0 0 0 2022-03-14 $40.68 $0.00 43.4% 10.4% 23.9% 19.5% 0.0% 10.0% -9.2% 0 0 0 0.00 139.26 N/A N/A 0 0 0 0 2022-03-15 $41.00 $0.00 44.5% 9.3% 24.2% 20.1% 0.0% 10.6% -11.0% 0 0 0 0.00 142.90 N/A N/A 0 0 0 0 2022-03-16 $42.16 $0.00 38.9% 8.8% 25.6% 16.7% 0.0% 6.5% -10.7% 0 0 0 0.00 156.94 N/A N/A 0 0 0 0 2022-03-17 $42.75 $0.00 35.3% 8.5% 26.1% 14.5% 0.0% 2.6% -5.6% 0 0 0 0.00 160.78 N/A N/A 0 0 0 0 2022-03-18 $43.32 $0.00 32.4% 7.8% 25.8% 12.7% 0.0% -2.9% -6.0% 0 0 0 0.00 152.68 N/A N/A 0 0 0 0 2022-03-21 $43.37 $0.00 39.1% 9.1% 25.8% 16.8% 0.0% 4.4% -5.1% 0 0 0 0.00 155.13 N/A N/A 0 0 0 0 2022-03-22 $43.52 $0.00 29.1% 6.8% 25.4% 10.7% 0.0% 0.6% -0.9% 0 0 0 0.00 143.93 N/A N/A 0 0 0 0 2022-03-23 $43.17 $0.00 43.9% 9.8% 25.1% 19.8% 0.0% 4.3% -10.0% 0 0 0 0.00 152.28 N/A N/A 0 0 0 0 2022-03-24 $43.33 $0.00 39.3% 8.7% 25.1% 17.0% 0.0% -0.2% -8.9% 0 0 0 0.00 149.96 N/A N/A 0 0 0 0 2022-03-25 $42.95 $0.00 38.9% 8.5% 24.5% 16.7% 0.0% 2.7% -7.7% 0 0 0 0.00 154.77 N/A N/A 0 0 0 0 2022-03-28 $43.15 $0.00 40.5% 8.6% 24.1% 17.7% 0.0% 2.5% -8.9% 0 0 0 0.00 153.41 N/A N/A 0 0 0 0 2022-03-29 $43.61 $0.00 33.6% 6.8% 24.0% 13.5% 0.0% 1.1% -9.8% 0 0 0 0.00 158.32 N/A N/A 0 0 0 0 2022-03-30 $43.35 $0.00 36.2% 7.4% 23.6% 15.1% 0.0% 2.1% -8.5% 0 0 0 0.00 154.80 N/A N/A 0 0 0 0 2022-03-31 $43.00 $0.00 36.8% 7.5% 22.9% 15.4% 0.0% 1.5% -10.0% 0 0 0 0.00 150.67 N/A N/A 0 0 0 0
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